+246.3%
ZETA vs TAP
-24.3%
+270.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.3% | -1.0% |
| 7D | -2.4% | -2.3% | -0.1% | -2.0% |
| 30D | +15.6% | -9.4% | +25.0% | +17.6% |
| 3M | +41.5% | -0.8% | +42.3% | +41.3% |
| 6M | +63.4% | -14.7% | +78.2% | +68.2% |
| YTD | +51.3% | -13.9% | +65.2% | +54.3% |
| 1Y | +65.8% | -18.6% | +84.4% | +71.1% |
| 3Y | +279.2% | -32.0% | +311.2% | +298.4% |
| 5Y | +341.8% | -1.0% | +342.7% | +317.7% |
| All | +246.3% | -24.3% | +270.7% | +202.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling